He said he killed his wife after she strangled their daughters. Prosecutors say he killed them all.

A Colorado man told police he killed his pregnant wife in a “rage” after she strangled their two daughters, according to an affidavit released by police on Monday after prosecutors formally charged Christopher Lee Watts with the murder of his entire family.

The bodies of Watts’s wife and children were found last week on the property of the oil and gas company he worked for near Denver.

According to the new documents released by Weld County District Attorney Michael Rourke, Watts, 33, told detectives that he and his wife, Shanann, 34, discussed ending their marriage on Aug. 13. Watts, who was having an affair with a co-worker, claimed that by the end of the conversation, both were “upset and crying.” He told investigators that he went downstairs, then returned to speak with Shanann. He looked at the baby monitor in their bedroom and what he saw threw him “into a rage”: His older daughter, Bella, 4, was “sprawled out on her bed,” and Shannon Watts was strangling their younger daughter Celeste, 3, he said.

After a multiday investigation, Christopher Watts confessed to killing his wife, loading the bodies into his truck and driving to an oil work site, where he left them.

Watts has been held without bail since his arrest Wednesday. He is scheduled to appear in court Tuesday morning, when he will be informed of the charges against him.

He faces five counts of first-degree murder, one count of unlawful termination of pregnancy and two counts of tampering with a deceased human body.

The first three charges of murder in the first degree accuse Watts of killing his wife, who was 15 weeks pregnant, and his daughters “after deliberation.” Under Colorado law, “after deliberation” means Watts not only intended to kill his family, but opted to commit the homicides after he took time to reflect on his decision to do so. “An act committed after deliberation is never one which has been committed in a hasty or impulsive manner,” according to the state statute.

The district attorney’s office also filed two additional counts of first-degree murder for Bella and Celeste. To convict Watts on these counts, prosecutors must prove the children were younger than 12 at the time and Watts was “in a position of trust.” As their father, Watts fits Colorado’s definition of the latter.

A motion that Watts’s attorneys filed Friday suggested the two children may have been strangled and stated their bodies had been submerged in crude oil for four days. The attorneys had asked to obtain DNA samples from the children’s necks, as well as from their mother’s hands and nails, saying DNA would still be present on the bodies. A Weld County judge, however, denied the request.

Authorities have not said how the victims died. James Mason, a deputy state public defender in rural Weld County, did not respond to a request for comment.

Although the couple led what appeared to be an idyllic life, in 2015, two years after buying their big two-story house, the Wattses filed for bankruptcy, The Washington Post previously reported. They were under pressure from a $400,000 mortgage and more than $50,000 in credit card debt, bankruptcy court documents show.